The Role of Capital Requirements and Credit Composition in the Transmission of Macroeconomic and Financial Shocks

Borradores de Economia
Número: 
954
Publicado: 
Clasificación JEL: 
E5, G21, G28
Palabras clave: 
DSGE models, Financial Frictions, Macroprudential Policy

Lo más reciente

Juliana Jaramillo-Echeverri, Andrea Sofía Otero-Cortés, Ana María Tribín-Uribe, Juanita Villaveces
Miguel Sarmiento, John Sebastian Tobar-Cruz, Andrés Esteban Casas-Fajardo, Eduardo Yanquen-Briñez
Jaime Alfredo Bonet-Moron, Jaime Andrés Collazos-Rodríguez, Karen Astrid Rubio-Ramírez, Adolfo Ramírez-Moreno, Andrés Felipe Parra-Solano

This paper builds a general equilibrium model that incorporates banks, financial frictions, default and a capital requirements. Ex-ante heterogeneous households decide how much to save or borrow for the sake of consumption (consumer credit) or the provisi